This course materials are prepared for advanced undergraduate and graduate courses on financial economics, macroeconomic dynamics and financial econometrics. Derivation of models and formaulation heavily rest on set theory, differential calculus and some matrix algebra.  Topics include :
I Foundations
1 The classic capital asset pricing model
2 The CAPM in general equilibrium
3 Infinite horizon economies
4 Continuous time models
II Asset pricing and reality
5 On kernels and puzzles
6 Aggregate stock-market fluctuations
7 Tackling the puzzles
III Applied asset pricing theory
8 Derivatives
9 Interest rates
IV Taking models to data
10 Statistical inference for dynamic asset pricing models
11 Estimating and testing dynamic asset pricing models
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